If your doctor had thought you were simply depressed he would have offered you some kind of anti-depressant & or cognitive behavior therapy. You may have expressed a wish not to take 'pills' & in line with this you've been referred.
If not, I suspect that he hasn't because he thinks that your condition isn't this simple.
Go back to your GP & ask him to explain why he feels that this is the best option for you & what you should expect from your meeting with the mental health worker.
The latest approach for mental health issues is a bit confusing if you haven't come accross it before but it basically involves creating a plan 'for recovery' with your mental health worker. Which means finding out about things that make you feel better & the triggers that make you feel worse. You are encouraged to take responsibility for you own mental health in that once you know how to keep yourself 'well' you will do that, either with or without medical support.
Try not to panic but go back to your GP, book a double appointment & talk about how you feel. Make some notes before you go so that you remember to mention the things you don't understand or that are bothering you the most.
Above all don't suffer in silence. I know it's really hard to talk about how you're feeling but it is an important part of your recovery. Visit MIND, the mental health charity, who will offer you some support, can put you in touch with other service users & may be able to offer a mentor. Let us know how you get on - I know everything is a huge effort now & you probably get angry & frustrated at the silliest little things but it's all part of the same problem - keep going, you will get better, it just takes time - x.